ECBOT 10 Year T-Note Future March 2013

Trading Metrics calculated at close of trading on 30-Jan-2013

Day Change Summary
	Previous	Current
	29-Jan-2013	30-Jan-2013	Change	Change %	Previous Week
Open	131-095	131-040	-0-055	-0.1%	132-040
High	131-155	131-140	-0-015	0.0%	132-175
Low	131-035	130-300	-0-055	-0.1%	131-110
Close	131-070	131-060	-0-010	0.0%	131-130
Range	0-120	0-160	0-040	33.3%	1-065
ATR	0-160	0-160	0-000	0.0%	0-000
Volume	1,343,915	1,973,992	630,077	46.9%	4,969,813

Daily Pivots for day following 30-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	132-220	132-140	131-148
R3	132-060	131-300	131-104
R2	131-220	131-220	131-089
R1	131-140	131-140	131-075	131-180
PP	131-060	131-060	131-060	131-080
S1	130-300	130-300	131-045	131-020
S2	130-220	130-220	131-031
S3	130-060	130-140	131-016
S4	129-220	129-300	130-292

Weekly Pivots for week ending 25-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	135-120	134-190	132-022
R3	134-055	133-125	131-236
R2	132-310	132-310	131-201
R1	132-060	132-060	131-165	131-312
PP	131-245	131-245	131-245	131-211
S1	130-315	130-315	131-095	130-248
S2	130-180	130-180	131-059
S3	129-115	129-250	131-024
S4	128-050	128-185	130-238

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	132-175	130-300	1-195	1.2%	0-183	0.4%	16%	False	True	1,585,570
10	132-175	130-300	1-195	1.2%	0-167	0.4%	16%	False	True	1,287,150
20	132-175	130-300	1-195	1.2%	0-154	0.4%	16%	False	True	1,155,160
40	134-010	130-300	3-030	2.4%	0-147	0.4%	8%	False	True	954,467
60	134-010	130-300	3-030	2.4%	0-142	0.3%	8%	False	True	702,039
80	134-010	130-300	3-030	2.4%	0-132	0.3%	8%	False	True	526,684

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-042
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	133-180
2.618	132-239
1.618	132-079
1.000	131-300
0.618	131-239
HIGH	131-140
0.618	131-079
0.500	131-060
0.382	131-041
LOW	130-300
0.618	130-201
1.000	130-140
1.618	130-041
2.618	129-201
4.250	128-260

Fisher Pivots for day following 30-Jan-2013
Pivot	1 day	3 day
R1	131-060	131-072
PP	131-060	131-068
S1	131-060	131-064

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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